Chapter 6 Measures of Skewness and Kurtosis
Chapter 6 Measures of Skewness and Kurtosis
and Kurtosis
S.D.
Bowley's Coefficient of Skewness
Bowley's coefficient of skewness is based on
quartiles.
Sk,+-2 Median
This is also called -
between+ 1and-1.
as
quartile measure of skewness and it varies
WORKED EXAMPLES
Example Calculate Karl Pearson's
1
data given below: coefficient of skewness from the
Size (x)
23 4 5
Frequency ()|1018 30
Solution 25 12 3
2
10
d=x-4
10
fd f
2 18 -3 30
36 90
3 2 - 36
30 90 72
- 1
4
25 100 30 30
5 12 0
60
6 3 12
18 12
7 2
2 6
14 12
N 100 328 6 18
-72 234
Measures of Skewness and Kurtosis
MSK-3
2f
Mean =EA=SZ=3.28
N100
cince mean is in iraction we take deviations from assumed mean
d=
6 N E 234(72
N
100 100
=
2.340.5 18 =
1.35
Bv
B inspection,
the value of mode is
3 (because its corresponding
frequency 1s maximum).
Coefficient ofskewness=Mean-Mode
S.D
3.28-30.28
30.027
1.35 1.35
CHDle 2 Calculate Pearson's coefficient of skewness:
12.5
| 22.5 27.5 32.5 37.5 42.5 47.5
17.5
d -27.5
X
12.5 28 3 84 252
n.5 42 2 84 168
22.5 54 54 54
27.5 108
32.5 129 0 129 129
37.5 61 2 122 244
42.5 45 3 135 405
47.5 33 4 132 528
500 296 1780
A=27.5, i=5, N=500, 2fd 296, Efa
= =1780
Mean =A+2Ja
N
296
27.5+ x5
500
= 27.5+2.96 = 30.46
R e s e a r c h asures of Skewness
ness and Kurtosis MSK5
and spection
S t a t i s t i c s
By 40-60
ModeL+ A+
Business
MSK-4
the variabi
value ofmode
- 32.5 (since 2.5 -xi a -25
Mode the
method,
By
spection
frequency
129) A =27-17
has the
maximum
40+ 2 -x20
2+10
40+3.333 =43.333
x5 =8.96
290x5=3.56-0.3505
Coefficient of skewness= Mean -Mode
1780
500 S.D.
500
M e a n - M o d e
Coefficient ofskewness
SS.D.
I
30.46-32.5--2.04 -0.228 Mple 44
50-43.355-0,2635
25.3
From the following data, calculate Karl Pearson's coefficient
Erample
8.96
8.96 ofskewness:
from the following date
lata.
skewness
of
Example 3
Calculate
coefficient
N= 150, 2
A=45, i= 10,
Mean =
A+ xi
160 x20v1.6x20=1.265x20 20 =25.3 45+x10
=
45-5.733
=39.267
100100 =
45 150
Measures of Skewness and
and
Operations
Research
KurtosisMSK"
MSK-6 Business Statistics
nalysis table
Column Class in which
mode is
no. 10-20 expected to be
20-30 50-60
3086xi0=V5.53-0.329 x10 II
150150 III
=2.2812x10= 22.812
inspection method V
we cannot find the modal value by
From the table,
table. V
do we prepare grouping and analysis
Grouping table
VI
4
0-10 10 (60 This is bimodal series and hence for calculating skewness, we use the
10-20 40) formula,
Skewness =* 3(Mean-Median)
20-30 20 S.D.
20 30
30-40
Median Size of item
10
50
Size of50 item
Solution
R e s e a r c h
Operations
and
Statistics
MSK-10
Business
cf
10-20 358 358
Solution
M e a s u r e m e n t f + F r e q u e n c y
a
20-30 2417 2775
d=x-A fd
AA 13 6 12
30-40 976 3751
40-50 129 3880
-9 9
50-60 62 3942
9 0
12 0 60-70 8 3960
0
13 6 4 4
70-80 10 3970
14 12
2
37
N=3970|
15
25 =N=25 item
fd=-5, 2fa* =37, 2f class Size of
A=13.
3970
Mean = 4 + 2 = Sizeof item
4
-5
Mean 1 3 + = 1 3 - 0 . 2 = 1 2 . 8
992.5th item
25 2 , class 2 0 - 3 0
2a (f
=4+
"25 =48-0.04 f=2417, i=10
L=20, cf=358,
992.5-35810
= 1.44 =12
Q20+ 2417
mode =
12
By inspection method,
Karl Pearson's coefficient of skewness =20+ 634.10
2417
Mean -Mode 12.8-12 20+2.625
1.2 22.625
0.8
=0.6667
1.2 item
SNo. of families
- l + 2 x i 0
c
7
1985-35810
10 17
20+2417
2 16 33
16210=20+6.731
3
-
202417 25 58 Median
26.731 4 18 76
5 11 87
8-Sizeof3
8
Size of3x
992.5th item 6 95
N+1.
L 30, cf=2775,f=976,
i=10
Size of item
2971.5-271x10
= Sizeof 96
30+ 976 item =24th item =2
4
= 30+ x10
976
Sizeof3 item
30+2.075
Example 8 Find Bowley's coefficiet of skewness for the following = 48th item
frequency distribution.
3
No. of children
per family 2 6
S
4+2-20)=0
4-2
No. offamilies7|10 16 25 18 11 8
Measures of Skewness and Kurtosis MSK-15
Research
Operations
Business
Statistics
and
skewness
rom
om the lowing Size of3 item
MSK-14
coefficient of
Bowley's
3
Calculate
9 =
Exam
ample
30-40 40-50 item =112.5th item
data:
0-10
10-2020-30 10
Marks
25
20
15 2, class=50-60
10
ons
No. ofpers
Marks
s0-60 60-70| 70-80
25 10
L+3-.f-xi
4
No. ofpersons 35
l12.5-80
50+ x10=50+9.29= 59.29
Solution
No. of persons 35
r Marks f+
Marks
10 Median =Size of item
10
0-10
35
10-20
25 Size of 150) item
55
20-30 20
15
70 75th item
30-40 Median
80 Median class=40-50
10
4050 115
50-60 35
25 140
60-70 Median L+ -xi
10 150 f
70-80
N=150
75-7010=45
10
Size of item by
of skewness is given
Bowley's coefficient
S - + - 2 M e d i a n
Size of item
Q-
= 37.5th item 59.29+21.25-2(45)
59.29-21.25
class =20-30
-9.46
-c.f 38.04
=L+ -xi = -0.249
37.5-35
20+ x10=20+1.25 21.25
20
Measures of Skewness
Research and Kurtosis ISK-11
MS
Operations
and
0,class-30-40
Statistics
Business
MSK-16 from the
coefficient of s k e w n e s s data
s
Caculate
Bowley's
Evample 10
given below
10 20 30 40 50 60 70
Profts (Rs. in lakhs) Less than 50 | 56| 59 60 30+-40
8 20 40 10 x10=30+5= 35
No. ofcompanies
50
Median
( Median Lt4
=
N-c.f x10
30-40
6 56
40-50
S0-60 3 59 = 20+2 x10=20+5 = 25
20
60 Bowley's coefficient of skewness is given by
60-70
N=60 S t-2Median
-0
-Siz ofhen _35+15.833-2(25) 0.833
= 0.0435
35-15.833 19.167
60 item =15th item
=Size of Example 11 A frequency distrubution showed the following measures
skewness-0.4.
e,class 10-20 oflocation: Mean= 45, Median=48,and Coefficient of
deviation.
Estimate its standard
Solution
and median is given by
Coefficient of skewness based on mean
S. M e a n - M e d i a n )
9
-0.4 0.4
22.5
Research
Operations
MSK-18 Business Statistics and
Measures of ewness and
distribution, the coefficient of ske. Kurtosis MSK-19
«19
Example 12 In a frequency and the lower
quartilees Annual income (Rs. in
based on quartiles is 0.6. Ifthe sum ofthe upper is lakhs)
100 and the median is 38. Find the value of the upper quartile.
No. of persons 10-12020|120 130130
Solution 50
-
14
Coefficient of skewness based on quartiles is given by Annual income (Rs. in 45
30
lakhs)
S. +9-2(Median)
SA | No. of persons
140-150
Q,-
0.6-100-2(38) Calculate Karl Pearson's
data. coefficient of skewness
- from the
following
-0 100-70-40
0.6
Weight
(lbs) 90-100|100-110 110- 120 120-130 130-
40+ No. of 140
students 2
But +Q =10040+Q + =100 18 22 21
2=100-40 60
Weight (lbs) 140- 150 150-
160 160-170 170- 180
-=30 No. of students 19
10 3 2
,40+2 =40+30 70 4 () Calculate the coefficient of skewness with the
70 data. help ofthe following
Frequency28 22 34 16 10 8
Profit (Rs. in
10-20 20-30 30-40 40-50
2 Calculate coefficient of skewness by Karl Pearson's method from the lakhs)
following data. No. of 22
18 20 30
Annual income (Rs. in lakhs) 70-80 80-90| 90-100 companies
No. of Persons 12 18 35 Profit (Rs. in 50-60
Annual income (Rs. in lakhs) 100-110D lakhs)
No. of Persons No. of 10
42
companies (April 1999)
SKewness and Kurtosis MSK-21
Research
Operations M O M E N T S
and
data i
ata by using
S t a t i s t i c s
Business
from the
following T h e
arith
hmetic mean of the various
powers of the deviations
SK20
of
skewness
a n y
the
S C a l c u l a t e
75 9
60 75 900 tion.
h ed i s t r i b u t i o
central momen
quartiles 15 30 60 45
Above0 20 53
65 20 The th moment about mean denoted by
Marks
180 160 130
100
65 , is given by
from the foll
No. ofstudents
coeficient ofskewness following
pearson's
Calculate Karl
data. 29.5-32.5
26.5-29.5 29.5-32.5 n
23.5-26.5
20.5-23.5
399 194
193
f17 =-X =0(4 is always
r32.5-35.5 35.5-38.5 zero)
|S27
10
coefficient of
skewness.
x-X-Variance
n
quartiles is 0.5. If the sum of the upper and lower quartiles is 28 and
the median is 11. Find the values of lower and upper quartiles. For a frequency distribution,
10. You are giventhat S=0.8,Mean =40, and Mode 36. Find the value 2-4)
of standard deviation.
ANSWERS
fd
1. 0.553 2 -0.266 3. 0.812 or a
4 -0.053 5. ()-0.113,(ii)-0.159 6. 0.068 where d-
7 8. 0.014
10. 5 9 20,8 c
Research
Operations
Statistics and
MSK-22 Business
about mean:
A into moments
COnversion ofmoments about
To obtain moments aboyt mean, we elationship
apply the following rela
m e c n
4 =
-' 0 =
Vo'nte.
H4-(4)
4, - 3 4 +2(4)"
A, - 4 4 +64(4)-3(4)'
Skewness
A measure of skewness is obtained by making use of the second and
third
moments about mean and is denoted by B.
It is defined as
B, is always positive because we are squaring 4 and
variance is always h being the
positive. Thus B, cannot tell us about the direction of
skewness.
This drawback is removed if
we calculate
root of 7, defined as the square
, (i.e.)
If 7, =0, the distribution is
distribution is positively skewed, symmetrical. If
and if y, <0, then Y,>0, then the
negatively skewed. the distribution5
Kurtosis
Kurtosis is a measure which
frequency curve of a studies about the flatness or
The measure distribution. peakness of tne
of kurtosis is denoted by B, and is defined as
Y2 obtained
d from
B,H
defined by B, is also used as a
measure off kurtosis and is
Y B-3
Measures of Skewness and Kurtosis MSKz3
or a normal curve, Y, =0 (i.e.)B, = 3. Then the curve is calleed
For a norma
nebokurtic.
en Y2 is
Wher positive (i.e.) B, >3, the curve is more peaked than the
al curve and is called leptokurtic.
When is negative (i.e.) B, <3, the curve is less peaked than the
al curve and is called platykurtic.
norm
Lepto kurtic
Meso kurtic
Platy kurtic
Fig. 5.1
WORKED EXAMPLES
Example Compute the first four central moments for the following
data.
8,10,11, 12, 14.
Solution
F -
a-¥|a-Ry|-F
3 9 -27 81
- I
10 1
11 0 0 0 0
1
12
9 27 81
14 56 164
55 20
n
n
n
Research
MSK 24 Business Statistics and Operations
H x- =112
r-X)l64 =32.8
n
A 0975
(14.75
0.4926
A -142.3125
H (14.75
0.6543
Example 3 The first four central
Comment on the moments are 0, 2.5,
skewness and kurtosis of the 0.7, and 18.7
Solution distribution.
=0, 4=2.5, j
=0,7, 4, =18.75
Measures of Skewness and Kurtosls MSK-25
skewness
=0.7) = 0.031
(2.5
Since, B#0, the distribution is not symmetrical.
Kurtosis
B, 2.5
since B, = 3, the distribution is mesokurtic.
ample 4 The first four moments ofa distribution about the value 5 are
Exam
Solution
Mean= A+H
=5+2 7
Variance=4, = 4 - ( 4 )
20-(2)=16
4h 4-34+2(4
40-3(2 20)+2(2)
=-64
H444 +6(4°'42-3(4)*
=50-4(2(20)+6(2)* (20)-3(2
322
B- 4.
(16
322
= 1.26
Statistics and Operations
Research
Measures 0 Kewness
and
MSK-26 Business
for the folla. Example 6 Calculate the first fourr Kurtosis MSK:27
Calculate the first four
central
moments
wing data.
ur
moments about mean
Example for the follov
llowing
data.
35 45 Ss 65 75
s
Solution
3
|11|21 43 |8325 959
Solution
a - )
dz-65
0
35
fa' sa
-2 -3
45 9 -27
6 81
55 11 12 24
339 48
65 21 -11
0
75 43 1 0
43 13
S31ST 85 32 2 64
43 43
12 9 128 256 512
2 95
27 81 243 729
120 | 114 284
Moments about the value 65
480 1424
Sr-Ry r-Ry|Sr-
16
= i=x10=9.5
120
4
3 3
H x
2
i =x100
120
=236.67
0 0
480
3 = x? = x1000 =4000
8 6
120
H =H-4,4'+64;(4/)-3(4)"
= 0
=| 18666.67-4(4000)(9.5) +
6(236.67X9.5)* -3(9.5
I5
=l18666.67-152000+128156.81-24435.188
A=-XY_38 2.533 70388.29
wSK-28 Business
Statistics and Operations
Research
Measures ness and Kurtosis
following distrit.. MSK-29
Evample 7
Calculate the first four
moments ofthe stribution
and hence
find and P,.
about the mean
Solution
H, -X_216
26
s 8 2 8 56 70
56|28 8 Skewness:
Sx-)
-4 -4
4 =0, the
0 Since distribution is
8
2
-24
56 Kurtosis:
symmetrical.
28 56
168
56
3 S6
0 0
70 280
280 56
56
168 2 56 2.75
28 since B, <3, the distribution is platykurtic.
S6 24
8
4
8 Exarmple 8 Analyze the following distribution
0 by the method of
1 256 1024 moments.
Sa-F? - Sr- 2 4 6 8 10 12 14
64 256 f4 11 |18 27 20 16 8
16
648 Solution
72 -216
112 -224 448
56 -56 56 2
0 0
0 -12 -I08 324
56 56 56 4 11 -22 44 83 176
448 18 -18 8 -13 18
112 224
27 0 0
2 216 648
20 20 20 20
256 10 20
16 64 64 128 256
12 16
216 648
512 0 2816
14 8 24 72 130 1442
104 4 254
F 1024 4 Moments about the value 8:
256
Ef-X)0 KRAMES
SWAR
2 Jd x4=9.
fa-X S12 4 104 LIR LI
2f 256 Ar
easures of Ske
Research
skewness and Kurtosis
Statistics
and
Operations
Solution
MSK-31
Business
SK-30
56 112
0 -13 13
=9.56 21 22.5 -13 13
=9.77-(0.46) 20-25
0
-(4 0
4
25-30 16 27.5 0 0 0
4 4-34(4)+2(4"
16 16
-3.29 32.5 2
16 16
+2(0.46)=
3 0 - 3 5
10-3(9.77K0.46) 16 32
=
35-40 3 37.5 64 128
=4-44 K+64,(4-3(4 9 27 81 243
221.85-4(10)X0.46)+6(9.77)(0.46)* -3(0.46) 75 -9 193 171
221.85-18.4+12.40399-0.1343 Moments about the value 22.5:
1429
= 215.7197 fd
Skewness:
B
-3.29)
(9.56)
10.82410.0124
873.7228 x 64.33
symmetrical. But 4, <0, thusthe
B>0, the distribution not
is
Since
distribution is negatively skewed.
1429
Kurtosis: u=2xt =x625=1908.33
215.719-2.3603
(9.56)
Moments about mean:
= 0
Since B, <3, the distribution is platykurtic.
about mean for the following
Example 9 Calculate the first four moments 64.33-(0.6) = 63.97 I S7 y D 3
data:
h-34+2(49
20-25
Variable 0-5 S-10 10-15 15-20 285-3(0.6)%64.33)++2(0.6) =169.638
13 21
Frequency2 5 7 A -44H+64,(4*-34
Variable 25-30 30-35 35-40 -30.6) =11362.895
=11908.33-4(285 0.6)+6(64.33)M0.6)
Frequency 168 3
Operations Research
MSK 32 Business Statistics and
Midpoint
Class interval d fd
2 -6 18-54| 162
30.0-32.931.45
33.0-35.9 34.45 4 -8 16 -32 64
36.0-38.9 37.45 26 26 26 26 26
39.0-41.9 40.45 47 0 0
42.0-44.9 43.45 15 15 15 15 5
45.0-47.9 46.45 6 2 12 24
4896
100 - 13 99-49 363
Moments about 40.45
=9i=-3,2
100
= x =x9
100.
=8.91
H x? =x27=-13.23
100
H, =H-44H+64$(4)*-3(4)*
294.03-4(-13.23X-0.39)+6(8.91K-0.39)-3(-0.39)
281.45le
Example ll
mole 11 Calculate the value of B, and A, from the following data
and interpret them.
Midpont
Wages d=5 fd fa
10
80-90 85 12 24 48 96 192
-Xix10-02
100
136 136
100
u =x=x10000=40000
100
=136-(0.2) =135.96
4 4-(4
4 -34H+2(4
=140-3(0.2X136)+2(0.2)
= 58.416
Research
Statistics and Operations
MSK-34 Business
, =-44'u+64,(4) -3(4)*
(136)-3(0.2)*
= 40000-4(0.2X140) +6(0.2)'
39920.64
Skewness
(135.96 0.0014
(58.416)=0.0014
Since B, 0 , thedistribution is not symmetrical. But >0, hence
ence
the distribution is skewed.
positively
Kurtosis:
39920.64 2.16
( 1 3 5 . 9 6 )2 . 1 6
A-
Since B2 <3, the distribution is platykurtic.
Example12 Calculate Skewness and Kurtosis for the following
distribution.
Marks 0-10 10-20 20-30 30-40 40-50 50-60
Frequency | 5 20 15 45 10 5
Solution
xix0
100x10= -5
10X100
100 =170
Measures of Skewness and Kurtosls MSK 35
-260
X/' 100 x1000-2600
w 830 83000
100
Moments about mean;
- 0
=
4 -(4) 170-(-5)
= 145
4, -34+2(4
-2600-3(170)X-5)+2(-5)
=-300
,H-4u+64,04*-34,)"
83000-4(-2600X-5)+6(170)(-5)*-3(-5)*
54625
Skewness:
Kurtosis:
B 2.598
platykurtic.
Since B, < 0 the distribution is
EXERCISE
following data.
moments about 10 for the
Find the first four
-
0 2 4s67
S510 15 20 25 20 1 10
Compute the coefficient of skewness and kurtosis based on the
following data. the
s26 13 25 30 2 9 5 2
& From the
following data calculate moments (i) about the value 25
(ii) about mean and